On an extension of the Borel--Cantelli lemma for double arrays of dependent random variables
Authors: Nguyễn Thị Ngọc Anh, Nguyễn Thị Bình, Lê Văn Thành, Nguyễn Thị Phương Thảo
Vinh University Journal of Science
: 49/4A : 60-67
Publishing year: 12/2020
In this paper, we present an extension of the Borel–Cantelli lemma for double arrays of dependent events. From our main result, we obtain Theorem 2.1 of Petrov [Statistics and Probability Letters, 2002] and the Borel–Cantelli lemma for double arrays of pairwise independent events as special cases.
Borel-Cantelli lemma; double array; dependent random variables